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Q179Section III (Statistics)179 of 190

A guaranteed but finite-mean return to 00 makes every state positive recurrent

Consider a Markov chain on S={0,1,2,… }S=\{0,1,2,\dots\} with p01=1, pi0=3/4,pi,i+1=1/4∀i=1,2,…p_{01}=1,\ p_{i0}=3/4, p_{i,i+1}=1/4 \forall i=1,2,\dots, then:

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